+10.9%
CMG vs QID
-21.1%
+32.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.7% | +5.8% |
| 7D | +22.5% | +9.8% | +12.7% | +22.9% |
| 30D | +14.1% | +18.9% | -4.8% | +15.0% |
| 3M | +4.1% | +9.6% | -5.5% | +4.3% |
| 6M | +10.1% | -7.8% | +17.9% | +4.4% |
| YTD | -4.9% | -23.3% | +18.5% | -15.3% |
| 1Y | +10.9% | -22.0% | +32.9% | -0.8% |
| All | +10.9% | -21.1% | +32.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling